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NASA NTRS2017

Uncertainty Aware Structural Topology Optimization Via a Stochastic Reduced Order Model Approach

This work presents a stochastic reduced order modeling strategy for the quantification and propagation of uncertainties in topology optimization. Uncertainty aware optimization problems can be computationally complex due to the substantial number of model evaluations that are necessary to accurately quantify and propagate uncertainties. This computational complexity is greatly magnified if a high-fidelity, physics-based numerical model is used for the topology optimization calculations. Stochastic reduced order model (SROM) methods are applied here to effectively 1) alleviate the prohibitive computational cost associated with an uncertainty aware topology optimization problem; and 2) quantify and propagate the inherent uncertainties due to design imperfections. A generic SROM framework that transforms the uncertainty aware, stochastic topology optimization problem into a deterministic optimization problem that relies only on independent calls to a deterministic numerical model is presented. This approach facilitates the use of existing optimization and modeling tools to accurately solve the uncertainty aware topology optimization problems in a fraction of the computational demand required by Monte Carlo methods. Finally, an example in structural topology optimization is presented to demonstrate the effectiveness of the proposed uncertainty aware structural topology optimization approach.

Aguilo, Miguel A.↗

DOE OSTI2024

Tensor decompositions for count data that leverage stochastic and deterministic optimization

There is growing interest to extend low-rank matrix decompositions to multi-way arrays, or tensors. One fundamental low-rank tensor decomposition is the canonical polyadic decomposition (CPD). The challenge of fitting a low-rank, nonnegative CPD model to Poisson-distributed count data is of particular interest. Several popular algorithms use local search methods to approximate the maximum likelihood estimator (MLE) of the Poisson CPD model. Here, this work presents two new algorithms that extend state-of-the-art local methods for Poisson CPD. Hybrid GCP-CPAPR combines Generalized Canonical Decomposition (GCP) with stochastic optimization and CP Alternating Poisson Regression (CPAPR), a deterministic algorithm, to increase the probability of converging to the MLE over either method used alone. Restarted CPAPR with SVDrop uses a heuristic based on the singular values of the CPD model unfoldings to identify convergence toward optimizers that are not the MLE and restarts within the feasible domain of the optimization problem, thus reducing overall computational cost when using a multi-start strategy. We provide empirical evidence that indicates our approaches outperform existing methods with respect to converging to the Poisson CPD MLE.

CPAPR↗

DOE OSTI2025

Data-Driven Compositional Optimization in Misspecified Regimes

With a manifold growth in the scale and intricacy of systems, the challenges of parametric misspecification become pronounced. These concerns are further exacerbated in compositional settings, which emerge in problems complicated by modeling risk and robustness. In “Data-Driven Compositional Optimization in Misspecified Regimes,” the authors consider the resolution of compositional stochastic optimization problems, plagued by parametric misspecification. In considering settings where such misspecification may be resolved via a parallel learning process, the authors develop schemes that can contend with diverse forms of risk, dynamics, and nonconvexity. They provide asymptotic and rate guarantees for unaccelerated and accelerated schemes for convex, strongly convex, and nonconvex problems in a two-level regime with extensions to the multilevel setting. Surprisingly, the nonasymptotic rate guarantees show no degradation from the rate statements obtained in a correctly specified regime and the schemes achieve optimal (or near-optimal) sample complexities for general T-level strongly convex and nonconvex compositional problems.

Business & Economics↗

NASA NTRS2009

Reliability-Based Design Optimization of a Composite Airframe Component

A stochastic design optimization methodology (SDO) has been developed to design components of an airframe structure that can be made of metallic and composite materials. The design is obtained as a function of the risk level, or reliability, p. The design method treats uncertainties in load, strength, and material properties as distribution functions, which are defined with mean values and standard deviations. A design constraint or a failure mode is specified as a function of reliability p. Solution to stochastic optimization yields the weight of a structure as a function of reliability p. Optimum weight versus reliability p traced out an inverted-S-shaped graph. The center of the inverted-S graph corresponded to 50 percent (p = 0.5) probability of success. A heavy design with weight approaching infinity could be produced for a near-zero rate of failure that corresponds to unity for reliability p (or p = 1). Weight can be reduced to a small value for the most failure-prone design with a reliability that approaches zero (p = 0). Reliability can be changed for different components of an airframe structure. For example, the landing gear can be designed for a very high reliability, whereas it can be reduced to a small extent for a raked wingtip. The SDO capability is obtained by combining three codes: (1) The MSC/Nastran code was the deterministic analysis tool, (2) The fast probabilistic integrator, or the FPI module of the NESSUS software, was the probabilistic calculator, and (3) NASA Glenn Research Center s optimization testbed CometBoards became the optimizer. The SDO capability requires a finite element structural model, a material model, a load model, and a design model. The stochastic optimization concept is illustrated considering an academic example and a real-life raked wingtip structure of the Boeing 767-400 extended range airliner made of metallic and composite materials.

Patnaik, Surya N.↗

NASA NTRS1973

Analytical and experimental performance of optimal controller designs for a supersonic inlet

The techniques of modern optimal control theory were applied to the design of a control system for a supersonic inlet. The inlet control problem was approached as a linear stochastic optimal control problem using as the performance index the expected frequency of unstarts. The details of the formulation of the stochastic inlet control problem are presented. The computational procedures required to obtain optimal controller designs are discussed, and the analytically predicted performance of controllers designed for several different inlet conditions is tabulated. The experimental implementation of the optimal control laws is described, and the experimental results obtained in a supersonic wind tunnel are presented. The control laws were implemented with analog and digital computers. Comparisons are made between the experimental and analytically predicted performance results. Comparisons are also made between the results obtained with continuous analog computer controllers and discrete digital computer versions.

Zeller, J. R.↗

NASA NTRS1973

Suboptimal stochastic controller for an n-body spacecraft

The problem is studied of determining a stochastic optimal controller for an n-body spacecraft. The approach used in obtaining the stochastic controller involves the application, interpretation, and combination of advanced dynamical principles and the theoretical aspects of modern control theory. The stochastic controller obtained for a complicated model of a spacecraft uses sensor angular measurements associated with the base body to obtain smoothed estimates of the entire state vector, can be easily implemented, and enables system performance to be significantly improved.

Larson, V.↗

NASA NTRS1973

A suboptimal stochastic controller for an N-body spacecraft

Considerable attention, in the open literature, is being focused on the problem of developing a suitable set of deterministic dynamical equations for a complex spacecraft. This paper considers the problem of determining a stochastic optimal controller for an n-body spacecraft. The approach used in obtaining the stochastic controller involves the application, interpretation, and combination of advanced dynamical principles and the theoretical aspects of modern control theory. The stochastic controller obtained herein for a complicated model of a spacecraft uses sensor angular measurements associated with the base body to obtain smoothed estimates of the entire state vector. It can be easily implemented, and it enables system performance to be significantly improved.

Larson, V.↗

NASA NTRS2004

Adaptive Multi-Agent Systems for Constrained Optimization

Product Distribution (PD) theory is a new framework for analyzing and controlling distributed systems. Here we demonstrate its use for distributed stochastic optimization. First we review one motivation of PD theory, as the information-theoretic extension of conventional full-rationality game theory to the case of bounded rational agents. In this extension the equilibrium of the game is the optimizer of a Lagrangian of the (probability distribution of) the joint state of the agents. When the game in question is a team game with constraints, that equilibrium optimizes the expected value of the team game utility, subject to those constraints. The updating of the Lagrange parameters in the Lagrangian can be viewed as a form of automated annealing, that focuses the MAS more and more on the optimal pure strategy. This provides a simple way to map the solution of any constrained optimization problem onto the equilibrium of a Multi-Agent System (MAS). We present computer experiments involving both the Queen s problem and K-SAT validating the predictions of PD theory and its use for off-the-shelf distributed adaptive optimization.

Macready, William↗

NASA NTRS1973

A linear stochastic model of the human operator

A linear stochastic model of the human operator is developed and applied to the problem of piloted control of an aircraft. The pilot and aircraft are modeled as linear time-invariant systems containing both process and measurement noise. The loop closure by the pilot is determined by formulating the problem as an optimal stochastic control problem. The solution to the optimal control problem yields not only the pilot's optimal control output which he uses to control the vehicle, but also the optimal combination of his observations of the vehicle states upon which the pilot bases his control. A method is presented so that, using experimental pilot vehicle data, the cost functional which is minimized in the optimal control problem will be numerically equal to the pilot rating that the pilot would associate with the given vehicle and task.

Durrett, J. C.↗

NASA NTRS1971

On the minimax feedback control of uncertain dynamic systems.

In this paper the problem of optimal feedback control of uncertain discrete-time dynamic systems is considered where the uncertain quantities do not have a stochastic description but instead are known to belong to given sets. The problem is converted to a sequential minimax problem and dynamic programming is suggested as a general method for its solution. The notion of a sufficiently informative function, which parallels the notion of a sufficient statistic of stochastic optimal control, is introduced, and conditions under which the optimal controller decomposes into an estimator and an actuator are identified.

Bertsekas, D. P.↗

NASA NTRS1973

Sufficiently informative functions and the minimax feedback control of uncertain dynamic systems.

The problem of optimal feedback control of uncertain discrete-time dynamic systems is considered where the uncertain quantities do not have a stochastic description but instead are known to belong to given sets. The problem is converted to a sequential minimax problem and dynamic programming is suggested as a general method for its solution. The notion of a sufficiently informative function, which parallels the notion of a sufficient statistic of stochastic optimal control, is introduced, and conditions under which the optimal controller decomposes into an estimator and an actuator are identified.

Bertsekas, D. P.↗

NASA NTRS1978

Optimal control of a supersonic inlet to minimize frequency of inlet unstart

A preliminary investigation into the use of modern control theory for the design of controls for a supersonic inlet is described. In particular, the task of controlling a mixed-compression supersonic inlet is formulated as a linear optimal stochastic control and estimation problem. An inlet can exhibit an undesirable instability due to excessive inlet normal shock motion. For the optimal control formulation of the inlet problem, a non quadratic performance index, which is equal to the expected frequency of inlet unstarts, is used. This physically meaningful performance index is minimized for a range of inlet disturbance and measurement noise covariances.

Lehtinen, B.↗

NASA NTRS2004

Adaptive, Distributed Control of Constrained Multi-Agent Systems

Product Distribution (PO) theory was recently developed as a broad framework for analyzing and optimizing distributed systems. Here we demonstrate its use for adaptive distributed control of Multi-Agent Systems (MASS), i.e., for distributed stochastic optimization using MAS s. First we review one motivation of PD theory, as the information-theoretic extension of conventional full-rationality game theory to the case of bounded rational agents. In this extension the equilibrium of the game is the optimizer of a Lagrangian of the (Probability dist&&on on the joint state of the agents. When the game in question is a team game with constraints, that equilibrium optimizes the expected value of the team game utility, subject to those constraints. One common way to find that equilibrium is to have each agent run a Reinforcement Learning (E) algorithm. PD theory reveals this to be a particular type of search algorithm for minimizing the Lagrangian. Typically that algorithm i s quite inefficient. A more principled alternative is to use a variant of Newton's method to minimize the Lagrangian. Here we compare this alternative to RL-based search in three sets of computer experiments. These are the N Queen s problem and bin-packing problem from the optimization literature, and the Bar problem from the distributed RL literature. Our results confirm that the PD-theory-based approach outperforms the RL-based scheme in all three domains.

Bieniawski, Stefan↗

NASA NTRS1971

Design of optimal probing signals for vector parameter estimation.

In the design of optimal inputs or probing signals for parameter estimation, it is more natural to consider functions of the Fisher information matrix as the criterion of optimality instead of some function of the error covariance matrix. The input which maximizes the Fisher information measure for efficient estimation of a scalar parameter also provides the minimum error variance. The information is thus a logical choice for the optimality criterion in scalar problems. No such obvious choice is apparent for vector parameter estimation. A number of performance measures are examined and compared in the present study, and a useful criterion is selected. The design of an optimal probing signal using this criterion is shown to be equivalent to an optimal control problem in which certain equality constraints must be satisfied. This problem may be solved by conventional techniques of deterministic or stochastic optimal control.

Nahi, N. E.↗

NASA NTRS1987

Combined optimization of image-gathering and image-processing systems for scene feature detection

The relationship between the image gathering and image processing systems for minimum mean squared error estimation of scene characteristics is investigated. A stochastic optimization problem is formulated where the objective is to determine a spatial characteristic of the scene rather than a feature of the already blurred, sampled and noisy image data. An analytical solution for the optimal characteristic image processor is developed. The Wiener filter for the sampled image case is obtained as a special case, where the desired characteristic is scene restoration. Optimal edge detection is investigated using the Laplacian operator x G as the desired characteristic, where G is a two dimensional Gaussian distribution function. It is shown that the optimal edge detector compensates for the blurring introduced by the image gathering optics, and notably, that it is not circularly symmetric. The lack of circular symmetry is largely due to the geometric effects of the sampling lattice used in image acquisition. The optimal image gathering optical transfer function is also investigated and the results of a sensitivity analysis are shown.

Halyo, Nesim↗

NASA NTRS1986

Combined optimization of image-gathering optics and image-processing algorithm for edge detection

This paper investigates the relationships between the image-gathering and image-processing systems for minimum mean-squared error estimation of scene characteristics. A stochastic optimization problem is formulated in which the objective is to determine a spatial characteristic of the scene rather than a feature of the already blurred, sampled, and noisy image data. The Wiener filter for the sampled image case is obtained as a special case, where the desired characteristics is scene restoration. Optimal edge detection is investigated. It is shown that the optimal edge detector compensates for the blurring introduced by the image-gathering optics, and, notably, that it is not circularly symmetric. The lack of circular symmetry is largely due to the geometric effects of the sampling lattice used in image acquisition.

Halyo, N.↗

NASA NTRS1978

Minimum energy control of a class of electrically driven vehicles

Theoretical and experimental results are obtained in the investigation of a minimum energy control problem associated with a class of electrically driven vehicles. Analytical results are obtained by making several justifiable approximations in the dynamical equations of the plant, the performance index of which is related to the minimization of system energy consumption for any required control action. The control problem of interest is simplified and solved by using Bellman's invariant imbedding technique. The optimality of the resulting control law is compared with those of the bang-bang control law, which is the exact solution for the case of speed-setting control action, and the classical control laws under identical conditions. A stochastic optimization problem is then formulated and solved by using Bellman's dynamic programming technique. The resulting control law is mechanized for a particular vehicle configuration which is simulated in the laboratory.

Sahinkaya, Y. E.↗

NASA NTRS1989

A variable-gain output feedback control design methodology

A digital control system design technique is developed in which the control system gain matrix varies with the plant operating point parameters. The design technique is obtained by formulating the problem as an optimal stochastic output feedback control law with variable gains. This approach provides a control theory framework within which the operating range of a control law can be significantly extended. Furthermore, the approach avoids the major shortcomings of the conventional gain-scheduling techniques. The optimal variable gain output feedback control problem is solved by embedding the Multi-Configuration Control (MCC) problem, previously solved at ICS. An algorithm to compute the optimal variable gain output feedback control gain matrices is developed. The algorithm is a modified version of the MCC algorithm improved so as to handle the large dimensionality which arises particularly in variable-gain control problems. The design methodology developed is applied to a reconfigurable aircraft control problem. A variable-gain output feedback control problem was formulated to design a flight control law for an AFTI F-16 aircraft which can automatically reconfigure its control strategy to accommodate failures in the horizontal tail control surface. Simulations of the closed-loop reconfigurable system show that the approach produces a control design which can accommodate such failures with relative ease. The technique can be applied to many other problems including sensor failure accommodation, mode switching control laws and super agility.

Halyo, Nesim↗